18 resultados para Time-varying bond risk premia
em Universidad Politécnica de Madrid
Resumo:
This paper discusses the use of sound waves to illustrate multipath radio propagation concepts. Specifically, a procedure is presented to measure the time-varying frequency response of the channel. This helps demonstrate how a propagation channel can be characterized in time and frequency, and provides visualizations of the concepts of coherence time and coherence bandwidth. The measurements are very simple to carry out, and the required equipment is easily available. The proposed method can be useful for wireless or mobile communication courses.
Resumo:
This research proposes a generic methodology for dimensionality reduction upon time-frequency representations applied to the classification of different types of biosignals. The methodology directly deals with the highly redundant and irrelevant data contained in these representations, combining a first stage of irrelevant data removal by variable selection, with a second stage of redundancy reduction using methods based on linear transformations. The study addresses two techniques that provided a similar performance: the first one is based on the selection of a set of the most relevant time?frequency points, whereas the second one selects the most relevant frequency bands. The first methodology needs a lower quantity of components, leading to a lower feature space; but the second improves the capture of the time-varying dynamics of the signal, and therefore provides a more stable performance. In order to evaluate the generalization capabilities of the methodology proposed it has been applied to two types of biosignals with different kinds of non-stationary behaviors: electroencephalographic and phonocardiographic biosignals. Even when these two databases contain samples with different degrees of complexity and a wide variety of characterizing patterns, the results demonstrate a good accuracy for the detection of pathologies, over 98%.The results open the possibility to extrapolate the methodology to the study of other biosignals.
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n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.
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In this paper, we propose a novel control scheme for bilateral teleoperation of n degree-of-freedom (DOF) nonlinear robotic systems with time-varying communication delay. We consider that the human operator contains a constant force on the local manipulator. The local and remote manipulators are coupled using state convergence control scheme. By choosing a Lyapunov-Krasovskii functional, we show that the local-remote teleoperation system is asymptotically stable. It is also shown that, in the case of reliable communication protocols, the proposed scheme guarantees that the remote manipulator tracks the delayed trajectory of the local manipulator. The time delay of communication channel is assumed to be unknown and randomly time varying, but the upper bounds of the delay interval and the derivative of the delay are assumed to be known.
Resumo:
We propose a novel control scheme for bilateral teleoperation of n degree-of-freedom (DOF) nonlinear robotic systems with time-varying communication delay. A major contribution from this work lies in the demonstration that the structure of a state convergence algorithm can be also applied to nth-order nonlinear teleoperation systems. By choosing a Lyapunov Krasovskii functional, we show that the local-remote teleoperation system is asymptotically stable. The time delay of communication channel is assumed to be unknown and randomly time varying, but the upper bounds of the delay interval and the derivative of the delay are assumed to be known.
Resumo:
The liberalization of electricity markets more than ten years ago in the vast majority of developed countries has introduced the need of modelling and forecasting electricity prices and volatilities, both in the short and long term. Thus, there is a need of providing methodology that is able to deal with the most important features of electricity price series, which are well known for presenting not only structure in conditional mean but also time-varying conditional variances. In this work we propose a new model, which allows to extract conditionally heteroskedastic common factors from the vector of electricity prices. These common factors are jointly estimated as well as their relationship with the original vector of series, and the dynamics affecting both their conditional mean and variance. The estimation of the model is carried out under the state-space formulation. The new model proposed is applied to extract seasonal common dynamic factors as well as common volatility factors for electricity prices and the estimation results are used to forecast electricity prices and their volatilities in the Spanish zone of the Iberian Market. Several simplified/alternative models are also considered as benchmarks to illustrate that the proposed approach is superior to all of them in terms of explanatory and predictive power.
Resumo:
Abnormalities of the aortic arch, as the most proximal site of the cardiovascular system, are of great interest due to its major role in blood distribution to all downstream members. Wall dissection is one of the disorders that an aorta may suffer due to hypertension or degradation of aortic wall properties. A geometrical change of the aortic arch caused by the dissected wall, and consequently the blood flow path, makes the time-varying flow curves to be different in comparison to the healthy aortic arch. This phenomenon modifies wall shear stress (WSS) history during the cardiac cycle. In the current work, the pulsatile blood flow in a typical Stanford A (DeBakey II) dissected aorta is simulated by CFD technique, STAR-CCM+. The boundary conditions are calculated based on a combination of the impedance boundary condition and the auto-regulation concept in the cardiovascular system.
Resumo:
El actual proyecto consiste en la creación de una interfaz gráfica de usuario (GUI) en entorno de MATLAB que realice una representación gráfica de la base de datos de HRTF (Head-Related Transfer Function). La función de transferencia de la cabeza es una herramienta muy útil en el estudio de la capacidad del ser humano para percibir su entorno sonoro, además de la habilidad de éste en la localización de fuentes sonoras en el espacio que le rodea. La HRTF biaural (terminología para referirse al conjunto de HRTF del oído izquierdo y del oído derecho) en sí misma, posee información de especial interés ya que las diferencias entre las HRTF de cada oído, conceden la información que nuestro sistema de audición utiliza en la percepción del campo sonoro. Por ello, la funcionalidad de la interfaz gráfica creada presenta gran provecho dentro del estudio de este campo. Las diferencias interaurales se caracterizan en amplitud y en tiempo, variando en función de la frecuencia. Mediante la transformada inversa de Fourier de la señal HRTF, se obtiene la repuesta al impulso de la cabeza, es decir, la HRIR (Head-Related Impulse Response). La cual, además de tener una gran utilidad en la creación de software o dispositivos de generación de sonido envolvente, se utiliza para obtener las diferencias ITD (Interaural Time Difference) e ILD (Interaural Time Difference), comúnmente denominados “parámetros de localización espacial”. La base de datos de HRTF contiene la información biaural de diferentes puntos de ubicación de la fuente sonora, formando una red de coordenadas esféricas que envuelve la cabeza del sujeto. Dicha red, según las medidas realizadas en la cámara anecoica de la EUITT (Escuela Universitaria de Ingeniería Técnica de Telecomunicación), presenta una precisión en elevación de 10º y en azimut de 5º. Los receptores son dos micrófonos alojados en el maniquí acústico llamado HATS (Hats and Torso Simulator) modelo 4100D de Brüel&Kjaer. Éste posee las características físicas que influyen en la percepción del entorno como son las formas del pabellón auditivo (pinna), de la cabeza, del cuello y del torso humano. Será necesario realizar los cálculos de interpolación para todos aquellos puntos no contenidos en la base de datos HRTF, este proceso es sumamente importante no solo para potenciar la capacidad de la misma sino por su utilidad para la comparación entre otras bases de datos existentes en el estudio de este ámbito. La interfaz gráfica de usuario está concebida para un manejo sencillo, claro y predecible, a la vez que interactivo. Desde el primer boceto del programa se ha tenido clara su filosofía, impuesta por las necesidades de un usuario que busca una herramienta práctica y de manejo intuitivo. Su diseño de una sola ventana reúne tanto los componentes de obtención de datos como los que hacen posible la representación gráfica de las HRTF, las HRIR y los parámetros de localización espacial, ITD e ILD. El usuario podrá ir alternando las representaciones gráficas a la vez que introduce las coordenadas de los puntos que desea visualizar, definidas por phi (elevación) y theta (azimut). Esta faceta de la interfaz es la que le otorga una gran facilidad de acceso y lectura de la información representada en ella. Además, el usuario puede introducir valores incluidos en la base de datos o valores intermedios a estos, de esta manera, se indica a la interfaz la necesidad de realizar la interpolación de los mismos. El método de interpolación escogido es el de la ponderación de la distancia inversa entre puntos. Dependiendo de los valores introducidos por el usuario se realizará una interpolación de dos o cuatro puntos, siendo éstos limítrofes al valor introducido, ya sea de phi o theta. Para añadir versatilidad a la interfaz gráfica de usuario, se ha añadido la opción de generar archivos de salida en forma de imagen de las gráficas representadas, de tal forma que el usuario pueda extraer los datos que le interese para cualquier valor de phi y theta. Se completa el presente proyecto fin de carrera con un trabajo de investigación y estudio comparativo de la función y la aplicación de las bases de datos de HRTF dentro del marco científico y de investigación. Esto ha hecho posible concentrar información relacionada a través de revistas científicas de investigación como la JAES (Journal of the Audio Engineering Society) o la ASA (Acoustical Society of America), además, del IEEE ( Institute of Electrical and Electronics Engineers) o la “Web of knowledge” entre otras. Además de realizar la búsqueda en estas fuentes, se ha optado por vías de información más comunes como Google Académico o el portal de acceso “Ingenio” a los todos los recursos electrónicos contenidos en la base de datos de la universidad. El estudio genera una ampliación en el conocimiento de la labor práctica de las HRTF. La mayoría de los estudios enfocan sus esfuerzos en mejorar la percepción del evento sonoro mediante su simulación en la escucha estéreo o multicanal. A partir de las HRTF, esto es posible mediante el análisis y el cálculo de datos como pueden ser las regresiones, siendo éstas muy útiles en la predicción de una medida basándose en la información de la actual. Otro campo de especial interés es el de la generación de sonido 3D. Mediante la base de datos HRTF es posible la simulación de una señal biaural. Se han diseñado algoritmos que son implementados en dispositivos DSP, de tal manera que por medio de retardos interaurales y de diferencias espectrales es posible llegar a un resultado óptimo de sonido envolvente, sin olvidar la importancia de los efectos de reverberación para conseguir un efecto creíble de sonido envolvente. Debido a la complejidad computacional que esto requiere, gran parte de los estudios coinciden en desarrollar sistemas más eficientes, llegando a objetivos tales como la generación de sonido 3D en tiempo real. ABSTRACT. This project involves the creation of a Graphic User Interface (GUI) in the Matlab environment which creates a graphic representation of the HRTF (Head-Related Transfer Function) database. The head transfer function is a very useful tool in the study of the capacity of human beings to perceive their sound environment, as well as their ability to localise sound sources in the area surrounding them. The binaural HRTF (terminology which refers to the HRTF group of the left and right ear) in itself possesses information of special interest seeing that the differences between the HRTF of each ear admits the information that our system of hearing uses in the perception of each sound field. For this reason, the functionality of the graphic interface created presents great benefits within the study of this field. The interaural differences are characterised in space and in time, varying depending on the frequency. By means of Fourier's transformed inverse of the HRTF signal, the response to the head impulse is obtained, in other words, the HRIR (Head-Related Impulse Response). This, as well as having a great use in the creation of software or surround sound generating devices, is used to obtain ITD differences (Interaural Time Difference) and ILD (Interaural Time Difference), commonly named “spatial localisation parameters”. The HRTF database contains the binaural information of different points of sound source location, forming a network of spherical coordinates which surround the subject's head. This network, according to the measures carried out in the anechoic chamber at the EUITT (School of Telecommunications Engineering) gives a precision in elevation of 10º and in azimuth of 5º. The receivers are two microphones placed on the acoustic mannequin called HATS (Hats and Torso Simulator) Brüel&Kjaer model 4100D. This has the physical characteristics which affect the perception of the surroundings which are the forms of the auricle (pinna), the head, neck and human torso. It will be necessary to make interpolation calculations for all those points which are not contained the HRTF database. This process is extremely important not only to strengthen the database's capacity but also for its usefulness in making comparisons with other databases that exist in the study of this field. The graphic user interface is conceived for a simple, clear and predictable use which is also interactive. Since the first outline of the program, its philosophy has been clear, based on the needs of a user who requires a practical tool with an intuitive use. Its design with only one window unites not only the components which obtain data but also those which make the graphic representation of the HRTFs possible, the hrir and the ITD and ILD spatial location parameters. The user will be able to alternate the graphic representations at the same time as entering the point coordinates that they wish to display, defined by phi (elevation) and theta (azimuth). The facet of the interface is what provides the great ease of access and reading of the information displayed on it. In addition, the user can enter values included in the database or values which are intermediate to these. It is, likewise, indicated to the interface the need to carry out the interpolation of these values. The interpolation method is the deliberation of the inverse distance between points. Depending on the values entered by the user, an interpolation of two or four points will be carried out, with these being adjacent to the entered value, whether that is phi or theta. To add versatility to the graphic user interface, the option of generating output files in the form of an image of the graphics displayed has been added. This is so that the user may extract the information that interests them for any phi and theta value. This final project is completed with a research and comparative study essay on the function and application of HRTF databases within the scientific and research framework. It has been possible to collate related information by means of scientific research magazines such as the JAES (Journal of the Audio Engineering Society), the ASA (Acoustical Society of America) as well as the IEEE (Institute of Electrical and Electronics Engineers) and the “Web of knowledge” amongst others. In addition to carrying out research with these sources, I also opted to use more common sources of information such as Academic Google and the “Ingenio” point of entry to all the electronic resources contained on the university databases. The study generates an expansion in the knowledge of the practical work of the HRTF. The majority of studies focus their efforts on improving the perception of the sound event by means of its simulation in stereo or multichannel listening. With the HRTFs, this is possible by means of analysis and calculation of data as can be the regressions. These are very useful in the prediction of a measure being based on the current information. Another field of special interest is that of the generation of 3D sound. Through HRTF databases it is possible to simulate the binaural signal. Algorithms have been designed which are implemented in DSP devices, in such a way that by means of interaural delays and wavelength differences it is possible to achieve an excellent result of surround sound, without forgetting the importance of the effects of reverberation to achieve a believable effect of surround sound. Due to the computational complexity that this requires, a great many studies agree on the development of more efficient systems which achieve objectives such as the generation of 3D sound in real time.
Resumo:
This article describes the design of a linear observer–linear controller-based robust output feedback scheme for output reference trajectory tracking tasks in the case of nonlinear, multivariable, nonholonomic underactuated mobile manipulators. The proposed linear feedback scheme is based on the use of a classical linear feedback controller and suitably extended, high-gain, linear Generalized Proportional Integral (GPI) observers, thus aiding the linear feedback controllers to provide an accurate simultaneous estimation of each flat output associated phase variables and of the exogenous and perturbation inputs. This information is used in the proposed feedback controller in (a) approximate, yet close, cancelations, as lumped unstructured time-varying terms, of the influence of the highly coupled nonlinearities, and (b) the devising of proper linear output feedback control laws based on the approximate estimates of the string of phase variables associated with the flat outputs simultaneously provided by the disturbance observers. Simulations reveal the effectiveness of the proposed approach.
Resumo:
Four periodically time-varying methane–air laminar coflow jet diffusion flames, each forced by pulsating the fuel jet's exit velocity Uj sinusoidally with a different modulation frequency wj and with a 50% amplitude variation, have been computed. Combustion of methane has been modeled by using a chemical mechanism with 15 species and 42 reactions, and the solution of the unsteady Navier–Stokes equations has been obtained numerically by using a modified vorticity-velocity formulation in the limit of low Mach number. The effect of wj on temperature and chemistry has been studied in detail. Three different regimes are found depending on the flame's Strouhal number S=awj/Uj, with a denoting the fuel jet radius. For small Strouhal number (S=0.1), the modulation introduces a perturbation that travels very far downstream, and certain variables oscillate at the frequency imposed by the fuel jet modulation. As the Strouhal number grows, the nondimensional frequency approaches the natural frequency of oscillation of the flickering flame (S≃0.2). A coupling with the pulsation frequency enhances the effect of the imposed modulation and a vigorous pinch-off is observed for S=0.25 and S=0.5. Larger values of S confine the oscillation to the jet's near-exit region, and the effects of the pulsation are reduced to small wiggles in the temperature and concentration values. Temperature and species mass fractions change appreciably near the jet centerline, where variations of over 2% for the temperature and 15% and 40% for the CO and OH mass fractions, respectively, are found. Transverse to the jet movement, however, the variations almost disappear at radial distances on the order of the fuel jet radius, indicating a fast damping of the oscillation in the spanwise direction.
Resumo:
En entornos hostiles tales como aquellas instalaciones científicas donde la radiación ionizante es el principal peligro, el hecho de reducir las intervenciones humanas mediante el incremento de las operaciones robotizadas está siendo cada vez más de especial interés. CERN, la Organización Europea para la Investigación Nuclear, tiene alrededor de unos 50 km de superficie subterránea donde robots móviles controlador de forma remota podrían ayudar en su funcionamiento, por ejemplo, a la hora de llevar a cabo inspecciones remotas sobre radiación en los diferentes áreas destinados al efecto. No solo es preciso considerar que los robots deben ser capaces de recorrer largas distancias y operar durante largos periodos de tiempo, sino que deben saber desenvolverse en los correspondientes túneles subterráneos, tener en cuenta la presencia de campos electromagnéticos, radiación ionizante, etc. y finalmente, el hecho de que los robots no deben interrumpir el funcionamiento de los aceleradores. El hecho de disponer de un sistema de comunicaciones inalámbrico fiable y robusto es esencial para la correcta ejecución de las misiones que los robots deben afrontar y por supuesto, para evitar tales situaciones en las que es necesario la recuperación manual de los robots al agotarse su energía o al perder el enlace de comunicaciones. El objetivo de esta Tesis es proveer de las directrices y los medios necesarios para reducir el riesgo de fallo en la misión y maximizar las capacidades de los robots móviles inalámbricos los cuales disponen de almacenamiento finito de energía al trabajar en entornos peligrosos donde no se dispone de línea de vista directa. Para ello se proponen y muestran diferentes estrategias y métodos de comunicación inalámbrica. Teniendo esto en cuenta, se presentan a continuación los objetivos de investigación a seguir a lo largo de la Tesis: predecir la cobertura de comunicaciones antes y durante las misiones robotizadas; optimizar la capacidad de red inalámbrica de los robots móviles con respecto a su posición; y mejorar el rango operacional de esta clase de robots. Por su parte, las contribuciones a la Tesis se citan más abajo. El primer conjunto de contribuciones son métodos novedosos para predecir el consumo de energía y la autonomía en la comunicación antes y después de disponer de los robots en el entorno seleccionado. Esto es importante para proporcionar conciencia de la situación del robot y evitar fallos en la misión. El consumo de energía se predice usando una estrategia propuesta la cual usa modelos de consumo provenientes de diferentes componentes en un robot. La predicción para la cobertura de comunicaciones se desarrolla usando un nuevo filtro de RSS (Radio Signal Strength) y técnicas de estimación con la ayuda de Filtros de Kalman. El segundo conjunto de contribuciones son métodos para optimizar el rango de comunicaciones usando novedosas técnicas basadas en muestreo espacial que son robustas frente a ruidos de campos de detección y radio y que proporcionan redundancia. Se emplean métodos de diferencia central finitos para determinar los gradientes 2D RSS y se usa la movilidad del robot para optimizar el rango de comunicaciones y la capacidad de red. Este método también se valida con un caso de estudio centrado en la teleoperación háptica de robots móviles inalámbricos. La tercera contribución es un algoritmo robusto y estocástico descentralizado para la optimización de la posición al considerar múltiples robots autónomos usados principalmente para extender el rango de comunicaciones desde la estación de control al robot que está desarrollando la tarea. Todos los métodos y algoritmos propuestos se verifican y validan usando simulaciones y experimentos de campo con variedad de robots móviles disponibles en CERN. En resumen, esta Tesis ofrece métodos novedosos y demuestra su uso para: predecir RSS; optimizar la posición del robot; extender el rango de las comunicaciones inalámbricas; y mejorar las capacidades de red de los robots móviles inalámbricos para su uso en aplicaciones dentro de entornos peligrosos, que como ya se mencionó anteriormente, se destacan las instalaciones científicas con emisión de radiación ionizante. En otros términos, se ha desarrollado un conjunto de herramientas para mejorar, facilitar y hacer más seguras las misiones de los robots en entornos hostiles. Esta Tesis demuestra tanto en teoría como en práctica que los robots móviles pueden mejorar la calidad de las comunicaciones inalámbricas mediante la profundización en el estudio de su movilidad para optimizar dinámicamente sus posiciones y mantener conectividad incluso cuando no existe línea de vista. Los métodos desarrollados en la Tesis son especialmente adecuados para su fácil integración en robots móviles y pueden ser aplicados directamente en la capa de aplicación de la red inalámbrica. ABSTRACT In hostile environments such as in scientific facilities where ionising radiation is a dominant hazard, reducing human interventions by increasing robotic operations are desirable. CERN, the European Organization for Nuclear Research, has around 50 km of underground scientific facilities, where wireless mobile robots could help in the operation of the accelerator complex, e.g. in conducting remote inspections and radiation surveys in different areas. The main challenges to be considered here are not only that the robots should be able to go over long distances and operate for relatively long periods, but also the underground tunnel environment, the possible presence of electromagnetic fields, radiation effects, and the fact that the robots shall in no way interrupt the operation of the accelerators. Having a reliable and robust wireless communication system is essential for successful execution of such robotic missions and to avoid situations of manual recovery of the robots in the event that the robot runs out of energy or when the robot loses its communication link. The goal of this thesis is to provide means to reduce risk of mission failure and maximise mission capabilities of wireless mobile robots with finite energy storage capacity working in a radiation environment with non-line-of-sight (NLOS) communications by employing enhanced wireless communication methods. Towards this goal, the following research objectives are addressed in this thesis: predict the communication range before and during robotic missions; optimise and enhance wireless communication qualities of mobile robots by using robot mobility and employing multi-robot network. This thesis provides introductory information on the infrastructures where mobile robots will need to operate, the tasks to be carried out by mobile robots and the problems encountered in these environments. The reporting of research work carried out to improve wireless communication comprises an introduction to the relevant radio signal propagation theory and technology followed by explanation of the research in the following stages: An analysis of the wireless communication requirements for mobile robot for different tasks in a selection of CERN facilities; predictions of energy and communication autonomies (in terms of distance and time) to reduce risk of energy and communication related failures during missions; autonomous navigation of a mobile robot to find zone(s) of maximum radio signal strength to improve communication coverage area; and autonomous navigation of one or more mobile robots acting as mobile wireless relay (repeater) points in order to provide a tethered wireless connection to a teleoperated mobile robot carrying out inspection or radiation monitoring activities in a challenging radio environment. The specific contributions of this thesis are outlined below. The first sets of contributions are novel methods for predicting the energy autonomy and communication range(s) before and after deployment of the mobile robots in the intended environments. This is important in order to provide situational awareness and avoid mission failures. The energy consumption is predicted by using power consumption models of different components in a mobile robot. This energy prediction model will pave the way for choosing energy-efficient wireless communication strategies. The communication range prediction is performed using radio signal propagation models and applies radio signal strength (RSS) filtering and estimation techniques with the help of Kalman filters and Gaussian process models. The second set of contributions are methods to optimise the wireless communication qualities by using novel spatial sampling based techniques that are robust to sensing and radio field noises and provide redundancy features. Central finite difference (CFD) methods are employed to determine the 2-D RSS gradients and use robot mobility to optimise the communication quality and the network throughput. This method is also validated with a case study application involving superior haptic teleoperation of wireless mobile robots where an operator from a remote location can smoothly navigate a mobile robot in an environment with low-wireless signals. The third contribution is a robust stochastic position optimisation algorithm for multiple autonomous relay robots which are used for wireless tethering of radio signals and thereby to enhance the wireless communication qualities. All the proposed methods and algorithms are verified and validated using simulations and field experiments with a variety of mobile robots available at CERN. In summary, this thesis offers novel methods and demonstrates their use to predict energy autonomy and wireless communication range, optimise robots position to improve communication quality and enhance communication range and wireless network qualities of mobile robots for use in applications in hostile environmental characteristics such as scientific facilities emitting ionising radiations. In simpler terms, a set of tools are developed in this thesis for improving, easing and making safer robotic missions in hostile environments. This thesis validates both in theory and experiments that mobile robots can improve wireless communication quality by exploiting robots mobility to dynamically optimise their positions and maintain connectivity even when the (radio signal) environment possess non-line-of-sight characteristics. The methods developed in this thesis are well-suited for easier integration in mobile robots and can be applied directly at the application layer of the wireless network. The results of the proposed methods have outperformed other comparable state-of-the-art methods.
Resumo:
La región del espectro electromagnético comprendida entre 100 GHz y 10 THz alberga una gran variedad de aplicaciones en campos tan dispares como la radioastronomía, espectroscopíamolecular, medicina, seguridad, radar, etc. Los principales inconvenientes en el desarrollo de estas aplicaciones son los altos costes de producción de los sistemas trabajando a estas frecuencias, su costoso mantenimiento, gran volumen y baja fiabilidad. Entre las diferentes tecnologías a frecuencias de THz, la tecnología de los diodos Schottky juega un importante papel debido a su madurez y a la sencillez de estos dispositivos. Además, los diodos Schottky pueden operar tanto a temperatura ambiente como a temperaturas criogénicas, con altas eficiencias cuando se usan como multiplicadores y con moderadas temperaturas de ruido en mezcladores. El principal objetivo de esta tesis doctoral es analizar los fenómenos físicos responsables de las características eléctricas y del ruido en los diodos Schottky, así como analizar y diseñar circuitos multiplicadores y mezcladores en bandas milimétricas y submilimétricas. La primera parte de la tesis presenta un análisis de los fenómenos físicos que limitan el comportamiento de los diodos Schottky de GaAs y GaN y de las características del espectro de ruido de estos dispositivos. Para llevar a cabo este análisis, un modelo del diodo basado en la técnica de Monte Carlo se ha considerado como referencia debido a la elevada precisión y fiabilidad de este modelo. Además, el modelo de Monte Carlo permite calcular directamente el espectro de ruido de los diodos sin necesidad de utilizar ningún modelo analítico o empírico. Se han analizado fenómenos físicos como saturación de la velocidad, inercia de los portadores, dependencia de la movilidad electrónica con la longitud de la epicapa, resonancias del plasma y efectos no locales y no estacionarios. También se ha presentado un completo análisis del espectro de ruido para diodos Schottky de GaAs y GaN operando tanto en condiciones estáticas como variables con el tiempo. Los resultados obtenidos en esta parte de la tesis contribuyen a mejorar la comprensión de la respuesta eléctrica y del ruido de los diodos Schottky en condiciones de altas frecuencias y/o altos campos eléctricos. También, estos resultados han ayudado a determinar las limitaciones de modelos numéricos y analíticos usados en el análisis de la respuesta eléctrica y del ruido electrónico en los diodos Schottky. La segunda parte de la tesis está dedicada al análisis de multiplicadores y mezcladores mediante una herramienta de simulación de circuitos basada en la técnica de balance armónico. Diferentes modelos basados en circuitos equivalentes del dispositivo, en las ecuaciones de arrastre-difusión y en la técnica de Monte Carlo se han considerado en este análisis. El modelo de Monte Carlo acoplado a la técnica de balance armónico se ha usado como referencia para evaluar las limitaciones y el rango de validez de modelos basados en circuitos equivalentes y en las ecuaciones de arrastredifusión para el diseño de circuitos multiplicadores y mezcladores. Una notable característica de esta herramienta de simulación es que permite diseñar circuitos Schottky teniendo en cuenta tanto la respuesta eléctrica como el ruido generado en los dispositivos. Los resultados de las simulaciones presentados en esta parte de la tesis, tanto paramultiplicadores comomezcladores, se han comparado con resultados experimentales publicados en la literatura. El simulador que integra el modelo de Monte Carlo con la técnica de balance armónico permite analizar y diseñar circuitos a frecuencias superiores a 1 THz. ABSTRACT The terahertz region of the electromagnetic spectrum(100 GHz-10 THz) presents a wide range of applications such as radio-astronomy, molecular spectroscopy, medicine, security and radar, among others. The main obstacles for the development of these applications are the high production cost of the systems working at these frequencies, highmaintenance, high volume and low reliability. Among the different THz technologies, Schottky technology plays an important rule due to its maturity and the inherent simplicity of these devices. Besides, Schottky diodes can operate at both room and cryogenic temperatures, with high efficiency in multipliers and moderate noise temperature in mixers. This PhD. thesis is mainly concerned with the analysis of the physical processes responsible for the characteristics of the electrical response and noise of Schottky diodes, as well as the analysis and design of frequency multipliers and mixers at millimeter and submillimeter wavelengths. The first part of the thesis deals with the analysis of the physical phenomena limiting the electrical performance of GaAs and GaN Schottky diodes and their noise performance. To carry out this analysis, a Monte Carlo model of the diode has been used as a reference due to the high accuracy and reliability of this diode model at millimeter and submillimter wavelengths. Besides, the Monte Carlo model provides a direct description of the noise spectra of the devices without the necessity of any additional analytical or empirical model. Physical phenomena like velocity saturation, carrier inertia, dependence of the electron mobility on the epilayer length, plasma resonance and nonlocal effects in time and space have been analysed. Also, a complete analysis of the current noise spectra of GaAs and GaN Schottky diodes operating under static and time varying conditions is presented in this part of the thesis. The obtained results provide a better understanding of the electrical and the noise responses of Schottky diodes under high frequency and/or high electric field conditions. Also these results have helped to determine the limitations of numerical and analytical models used in the analysis of the electrical and the noise responses of these devices. The second part of the thesis is devoted to the analysis of frequency multipliers and mixers by means of an in-house circuit simulation tool based on the harmonic balance technique. Different lumped equivalent circuits, drift-diffusion and Monte Carlo models have been considered in this analysis. The Monte Carlo model coupled to the harmonic balance technique has been used as a reference to evaluate the limitations and range of validity of lumped equivalent circuit and driftdiffusion models for the design of frequency multipliers and mixers. A remarkable feature of this reference simulation tool is that it enables the design of Schottky circuits from both electrical and noise considerations. The simulation results presented in this part of the thesis for both multipliers and mixers have been compared with measured results available in the literature. In addition, the Monte Carlo simulation tool allows the analysis and design of circuits above 1 THz.
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There exist different ways for defining a welfare function. Traditionally, welfare economic theory foundation is based on the Net Present Value (NPV) calculation where the time dependent preferences of considered agents are taken into account. However, the time preferences, remains a controversial subject. Currently, the traditional approach employs a unique discount rate for various agents. Nevertheless, this way of discounting appears inconsistent with sustainable development. New research work suggests that the discount rate may not be a homogeneous value. The discount rates may change following the individual’s preferences. A significant body of evidence suggests that people do not behave following a constant discount rate. In fact, UK Government has quickly recognized the power of the arguments for time-varying rates, as it has done in its official guidance to Ministries on the appraisal of investments and policies. Other authors deal with not just time preference but with uncertainty about future income (precautionary saving). In a situation in which economic growth rates are similar across time periods, the rationale for declining social optimal discount rates is driven by the preferences of the individuals in the economy, rather than expectations of growth. However, these approaches have been mainly focused on long-term policies where intergenerational risks may appear. The traditional cost-benefit analysis (CBA) uses a unique discount rate derived from market interest rates or investment rates of return for discounting the costs and benefits of all social agents included in the CBA. However, recent literature showed that a more adequate measure of social benefit is possible by using different discount rates including inter-temporal preferences rate of users, private investment discount rate and intertemporal preferences rate of government. Actually, the costs of opportunity may differ amongst individuals, firms, governments, or society in general, as do the returns on savings. In general, the firms or operators require an investment rate linked to the current return on savings, while the discount rate of consumers-users depends on their time preferences with respect of the current and the future consumption, as well as society can take into account the intergenerational well-being, adopting a lower discount rate for today’s generation. Time discount rate of social actors (users, operators, government and society) places a lower value in a future gain, but the uncertainty about future income strongly determines the individual preferences. These time and uncertainty depends on preferences and should be integrated into a transport policy formulation that may have significant social impacts. The discount rate of a user cannot be the same than the operator’s discount rate. The preferences of both are different. In addition, another school of thought suggests that people, such as a social group, may have different attitudes towards future costs and benefits. Particularly, the users have different discount rates related to their income. Some research work tried to modify user discount rates using a compensating weight which represents the inverse of household income level. The inter-temporal preferences are a proxy of the willingness to pay during the time. Its consideration is important in order to make acceptable or not a policy or investment
Resumo:
El cerebro humano es probablemente uno de los sistemas más complejos a los que nos enfrentamos en la actualidad, si bien es también uno de los más fascinantes. Sin embargo, la compresión de cómo el cerebro organiza su actividad para llevar a cabo tareas complejas es un problema plagado de restos y obstáculos. En sus inicios la neuroimagen y la electrofisiología tenían como objetivo la identificación de regiones asociadas a activaciones relacionadas con tareas especificas, o con patrones locales que variaban en el tiempo dada cierta actividad. Sin embargo, actualmente existe un consenso acerca de que la actividad cerebral tiene un carácter temporal multiescala y espacialmente extendido, lo que lleva a considerar el cerebro como una gran red de áreas cerebrales coordinadas, cuyas conexiones funcionales son continuamente creadas y destruidas. Hasta hace poco, el énfasis de los estudios de la actividad cerebral funcional se han centrado en la identidad de los nodos particulares que forman estas redes, y en la caracterización de métricas de conectividad entre ellos: la hipótesis subyacente es que cada nodo, que es una representación mas bien aproximada de una región cerebral dada, ofrece a una única contribución al total de la red. Por tanto, la neuroimagen funcional integra los dos ingredientes básicos de la neuropsicología: la localización de la función cognitiva en módulos cerebrales especializados y el rol de las fibras de conexión en la integración de dichos módulos. Sin embargo, recientemente, la estructura y la función cerebral han empezado a ser investigadas mediante la Ciencia de la Redes, una interpretación mecánico-estadística de una antigua rama de las matemáticas: La teoría de grafos. La Ciencia de las Redes permite dotar a las redes funcionales de una gran cantidad de propiedades cuantitativas (robustez, centralidad, eficiencia, ...), y así enriquecer el conjunto de elementos que describen objetivamente la estructura y la función cerebral a disposición de los neurocientíficos. La conexión entre la Ciencia de las Redes y la Neurociencia ha aportado nuevos puntos de vista en la comprensión de la intrincada anatomía del cerebro, y de cómo las patrones de actividad cerebral se pueden sincronizar para generar las denominadas redes funcionales cerebrales, el principal objeto de estudio de esta Tesis Doctoral. Dentro de este contexto, la complejidad emerge como el puente entre las propiedades topológicas y dinámicas de los sistemas biológicos y, específicamente, en la relación entre la organización y la dinámica de las redes funcionales cerebrales. Esta Tesis Doctoral es, en términos generales, un estudio de cómo la actividad cerebral puede ser entendida como el resultado de una red de un sistema dinámico íntimamente relacionado con los procesos que ocurren en el cerebro. Con este fin, he realizado cinco estudios que tienen en cuenta ambos aspectos de dichas redes funcionales: el topológico y el dinámico. De esta manera, la Tesis está dividida en tres grandes partes: Introducción, Resultados y Discusión. En la primera parte, que comprende los Capítulos 1, 2 y 3, se hace un resumen de los conceptos más importantes de la Ciencia de las Redes relacionados al análisis de imágenes cerebrales. Concretamente, el Capitulo 1 está dedicado a introducir al lector en el mundo de la complejidad, en especial, a la complejidad topológica y dinámica de sistemas acoplados en red. El Capítulo 2 tiene como objetivo desarrollar los fundamentos biológicos, estructurales y funcionales del cerebro, cuando éste es interpretado como una red compleja. En el Capítulo 3, se resumen los objetivos esenciales y tareas que serán desarrolladas a lo largo de la segunda parte de la Tesis. La segunda parte es el núcleo de la Tesis, ya que contiene los resultados obtenidos a lo largo de los últimos cuatro años. Esta parte está dividida en cinco Capítulos, que contienen una versión detallada de las publicaciones llevadas a cabo durante esta Tesis. El Capítulo 4 está relacionado con la topología de las redes funcionales y, específicamente, con la detección y cuantificación de los nodos mas importantes: aquellos denominados “hubs” de la red. En el Capítulo 5 se muestra como las redes funcionales cerebrales pueden ser vistas no como una única red, sino más bien como una red-de-redes donde sus componentes tienen que coexistir en una situación de balance funcional. De esta forma, se investiga cómo los hemisferios cerebrales compiten para adquirir centralidad en la red-de-redes, y cómo esta interacción se mantiene (o no) cuando se introducen fallos deliberadamente en la red funcional. El Capítulo 6 va un paso mas allá al considerar las redes funcionales como sistemas vivos. En este Capítulo se muestra cómo al analizar la evolución de la topología de las redes, en vez de tratarlas como si estas fueran un sistema estático, podemos caracterizar mejor su estructura. Este hecho es especialmente relevante cuando se quiere tratar de encontrar diferencias entre grupos que desempeñan una tarea de memoria, en la que las redes funcionales tienen fuertes fluctuaciones. En el Capítulo 7 defino cómo crear redes parenclíticas a partir de bases de datos de actividad cerebral. Este nuevo tipo de redes, recientemente introducido para estudiar las anormalidades entre grupos de control y grupos anómalos, no ha sido implementado nunca en datos cerebrales y, en este Capítulo explico cómo hacerlo cuando se quiere evaluar la consistencia de la dinámica cerebral. Para concluir esta parte de la Tesis, el Capítulo 8 se centra en la relación entre las propiedades topológicas de los nodos dentro de una red y sus características dinámicas. Como mostraré más adelante, existe una relación entre ellas que revela que la posición de un nodo dentro una red está íntimamente correlacionada con sus propiedades dinámicas. Finalmente, la última parte de esta Tesis Doctoral está compuesta únicamente por el Capítulo 9, el cual contiene las conclusiones y perspectivas futuras que pueden surgir de los trabajos expuestos. En vista de todo lo anterior, espero que esta Tesis aporte una perspectiva complementaria sobre uno de los más extraordinarios sistemas complejos frente a los que nos encontramos: El cerebro humano. ABSTRACT The human brain is probably one of the most complex systems we are facing, thus being a timely and fascinating object of study. Characterizing how the brain organizes its activity to carry out complex tasks is highly non-trivial. While early neuroimaging and electrophysiological studies typically aimed at identifying patches of task-specific activations or local time-varying patterns of activity, there has now been consensus that task-related brain activity has a temporally multiscale, spatially extended character, as networks of coordinated brain areas are continuously formed and destroyed. Up until recently, though, the emphasis of functional brain activity studies has been on the identity of the particular nodes forming these networks, and on the characterization of connectivity metrics between them, the underlying covert hypothesis being that each node, constituting a coarse-grained representation of a given brain region, provides a unique contribution to the whole. Thus, functional neuroimaging initially integrated the two basic ingredients of early neuropsychology: localization of cognitive function into specialized brain modules and the role of connection fibres in the integration of various modules. Lately, brain structure and function have started being investigated using Network Science, a statistical mechanics understanding of an old branch of pure mathematics: graph theory. Network Science allows endowing networks with a great number of quantitative properties, thus vastly enriching the set of objective descriptors of brain structure and function at neuroscientists’ disposal. The link between Network Science and Neuroscience has shed light about how the entangled anatomy of the brain is, and how cortical activations may synchronize to generate the so-called functional brain networks, the principal object under study along this PhD Thesis. Within this context, complexity appears to be the bridge between the topological and dynamical properties of biological systems and, more specifically, the interplay between the organization and dynamics of functional brain networks. This PhD Thesis is, in general terms, a study of how cortical activations can be understood as the output of a network of dynamical systems that are intimately related with the processes occurring in the brain. In order to do that, I performed five studies that encompass both the topological and the dynamical aspects of such functional brain networks. In this way, the Thesis is divided into three major parts: Introduction, Results and Discussion. In the first part, comprising Chapters 1, 2 and 3, I make an overview of the main concepts of Network Science related to the analysis of brain imaging. More specifically, Chapter 1 is devoted to introducing the reader to the world of complexity, specially to the topological and dynamical complexity of networked systems. Chapter 2 aims to develop the biological, topological and functional fundamentals of the brain when it is seen as a complex network. Next, Chapter 3 summarizes the main objectives and tasks that will be developed along the forthcoming Chapters. The second part of the Thesis is, in turn, its core, since it contains the results obtained along these last four years. This part is divided into five Chapters, containing a detailed version of the publications carried out during the Thesis. Chapter 4 is related to the topology of functional networks and, more specifically, to the detection and quantification of the leading nodes of the network: the hubs. In Chapter 5 I will show that functional brain networks can be viewed not as a single network, but as a network-of-networks, where its components have to co-exist in a trade-off situation. In this way, I investigate how the brain hemispheres compete for acquiring the centrality of the network-of-networks and how this interplay is maintained (or not) when failures are introduced in the functional network. Chapter 6 goes one step beyond by considering functional networks as living systems. In this Chapter I show how analyzing the evolution of the network topology instead of treating it as a static system allows to better characterize functional networks. This fact is especially relevant when trying to find differences between groups performing certain memory tasks, where functional networks have strong fluctuations. In Chapter 7 I define how to create parenclitic networks from brain imaging datasets. This new kind of networks, recently introduced to study abnormalities between control and anomalous groups, have not been implemented with brain datasets and I explain in this Chapter how to do it when evaluating the consistency of brain dynamics. To conclude with this part of the Thesis, Chapter 8 is devoted to the interplay between the topological properties of the nodes within a network and their dynamical features. As I will show, there is an interplay between them which reveals that the position of a node in a network is intimately related with its dynamical properties. Finally, the last part of this PhD Thesis is composed only by Chapter 9, which contains the conclusions and future perspectives that may arise from the exposed results. In view of all, I hope that reading this Thesis will give a complementary perspective of one of the most extraordinary complex systems: The human brain.
Resumo:
Actualmente la optimization de la calidad de experiencia (Quality of Experience- QoE) de HTTP Adaptive Streaming (HAS) de video recibe una atención creciente. Este incremento de interés proviene fundamentalmente de las carencias de las soluciones actuales HAS, que, al no ser QoE-driven, no incluyen la percepción de la calidad de los usuarios finales como una parte integral de la lógica de adaptación. Por lo tanto, la obtención de información de referencia fiable en QoE en HAS presenta retos importantes, ya que las metodologías de evaluación subjetiva de la calidad de vídeo propuestas en las normas actuales no son adecuadas para tratar con la variación temporal de la calidad que es consustancial de HAS. Esta tesis investiga la influencia de la adaptación dinámica en la calidad de la transmisión de vídeo considerando métodos de evaluación subjetiva. Tras un estudio exhaustivo del estado del arte en la evaluación subjetiva de QoE en HAS, se han resaltado los retos asociados y las líneas de investigación abiertas. Como resultado, se han seleccionado dos líneas principales de investigación: el análisis del impacto en la QoE de los parámetros de las técnicas de adaptación y la investigación de las metodologías de prueba subjetiva adecuada para evaluación de QoE en HAS. Se han llevado a cabo un conjunto de experimentos de laboratorio para investigar las cuestiones planteadas mediante la utilización de diferentes metodologáas para pruebas subjetivas. El análisis estadístico muestra que no son robustas todas las suposiciones y reivindicaciones de las referencias analizadas, en particular en lo que respecta al impacto en la QoE de la frecuencia de las variaciones de calidad, de las adaptaciones suaves o abruptas y de las oscilaciones de calidad. Por otra parte, nuestros resultados confirman la influencia de otros parámetros, como la longitud de los segmentos de vídeo y la amplitud de las oscilaciones de calidad. Los resultados también muestran que tomar en consideración las características objetivas de los contenidos puede ser beneficioso para la mejora de la QoE en HAS. Además, todos los resultados han sido validados mediante extensos análisis experimentales que han incluido estudio tanto en otros laboratorios como en crowdsourcing Por último, sobre los aspectos metodológicos de las pruebas subjetivas de QoE, se ha realizado la comparación entre los resultados experimentales obtenidos a partir de un método estandarizado basado en estímulos cortos (ACR) y un método semi continuo (desarrollado para la evaluación de secuencias prolongadas de vídeo). A pesar de algunas diferencias, el resultado de los análisis estadísticos no muestra ningún efecto significativo de la metodología de prueba. Asimismo, aunque se percibe la influencia de la presencia de audio en la evaluación de degradaciones del vídeo, no se han encontrado efectos estadísticamente significativos de dicha presencia. A partir de la ausencia de influencia del método de prueba y de la presencia de audio, se ha realizado un análisis adicional sobre el impacto de realizar comparaciones estadísticas múltiples en niveles estadísticos de importancia que aumentan la probabilidad de los errores de tipo-I (falsos positivos). Nuestros resultados muestran que, para obtener un efectos sólido en el análisis estadístico de los resultados subjetivos, es necesario aumentar el número de sujetos de las pruebas claramente por encima de los tamaños de muestras propuestos por las normas y recomendaciones actuales. ABSTRACT Optimizing the Quality of Experience (QoE) of HTTP adaptive video streaming (HAS) is receiving increasing attention nowadays. The growth of interest is mainly caused by the fact that current HAS solutions are not QoE-driven, i.e. end-user quality perception is not integral part of the adaptation logic. However, obtaining the necessary reliable ground truths on HAS QoE faces substantial challenges, since the subjective video quality assessment methodologies as proposed by current standards are not well-suited for dealing with the time-varying quality properties that are characteristic for HAS. This thesis investigates the influence of dynamic quality adaptation on the QoE of streaming video by means of subjective evaluation approaches. Based on a comprehensive survey of related work on subjective HAS QoE assessment, the related challenges and open research questions are highlighted and discussed. As a result, two main research directions are selected for further investigation: analysis of the QoE impact of different technical adaptation parameters, and investigation of testing methodologies suitable for HAS QoE evaluation. In order to investigate related research issues and questions, a set of laboratory experiments have been conducted using different subjective testing methodologies. Our statistical analysis demonstrates that not all assumptions and claims reported in the literature are robust, particularly as regards the QoE impact of switching frequency, smooth vs. abrupt switching, and quality oscillation. On the other hand, our results confirm the influence of some other parameters such as chunk length and switching amplitude on perceived quality. We also show that taking the objective characteristics of the content into account can be beneficial to improve the adaptation viewing experience. In addition, all aforementioned findings are validated by means of an extensive cross-experimental analysis that involves external laboratory and crowdsourcing studies. Finally, to address the methodological aspects of subjective QoE testing, a comparison between the experimental results obtained from a (short stimuli-based) ACR standardized method and a semi-continuous method (developed for assessment of long video sequences) has been performed. In spite of observation of some differences, the result of statistical analysis does not show any significant effect of testing methodology. Similarly, although the influence of audio presence on evaluation of video-related degradations is perceived, no statistically significant effect of audio presence could be found. Motivating by this finding (no effect of testing method and audio presence), a subsequent analysis has been performed investigating the impact of performing multiple statistical comparisons on statistical levels of significance which increase the likelihood of Type-I errors (false positives). Our results show that in order to obtain a strong effect from the statistical analysis of the subjective results, it is necessary to increase the number of test subjects well beyond the sample sizes proposed by current quality assessment standards and recommendations.